Questions tagged [averaging]

Averaging is a signal processing technique applied in the time domain, intended to increase the strength of a signal relative to noise that is obscuring it.

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1answer
3k views

Exponential weighted moving average time constant

I think it is an easy question but I am stuck. I want to derive that $$ \alpha = -e^{\frac{-T}{\tau}}\,. $$ Can someone provide me with an answer? [EDIT] Sorry guys, this was really a senseless ...
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1answer
366 views

Slow sampling of signal and averaging over n periods

Can one in theory achieve as high accuracy as needed by sampling a sinusoidal signal over n Periods? Is there a formula that connects the signal frequency (f), sampling frequency (fs), periods (P) and ...
13
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2answers
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Does the determination of the ergodicity of a signal force any changes in methodology?

In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged over space. -from wikipedia From the perspective ...
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3answers
5k views

What is the intuition of “averaging is a low pass filter”?

As I know, the shape of a low pass filter in time and frequency are as follow: But how averaging work like a normal function in time domain? Is there any intuition in it?
3
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1answer
1k views

How to average coherences estimated using Welch's method in MATLAB

I'm trying to estimate the average coherence of discontinuous snippets of a signal in MATLAB. For Welch's spectrum estimates, the following works: ...